CME Group » Interest Rates

Interest Rates Products

 
 
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Interest Rates Product Slate
 

*Note: Volume and Open Interest data is from the previous day report.

Product Name Code Contract Charts Last Change Open High Low Globex Volume
Ultra T-Bond Futures UBM3 Jun 2013 156'22 +0'09 156'17 157'03 156'02 11889
U.S. Treasury Bond ZBM3 Jun 2013 143'04 +0'04 143'01 143'14 142'23 131375
10-Year U.S. Treasury Note ZNM3 Jun 2013 131'105 +0'020 131'090 131'160 131'050 492255
5-Year U.S. Treasury Note ZFM3 Jun 2013 123'200 +0'000 123'197 123'235 123'185 232450
3-Year U.S. Treasury Note Z3NM3 Jun 2013 - - - - -
2-Year U.S. Treasury Note ZTM3 Jun 2013 110'075 -0'002 110'077 110'077 110'070 86654
Product Name Code Contract Charts Last Change Open High Low Globex Volume
5-Year Interest Rate Swap SAM3 Jun 2013 114'035 b -0'015 - 114'060 114'025 -
7-Year Interest Rate Swap 7IM3 Jun 2013 - - - - -
10-Year Interest Rate Swap SRM3 Jun 2013 116'090 b -0'005 - 116'130 116'055 -
30-Year Interest Rate Swap I3M3 Jun 2013 116'310 b -0'005 - 117'060 116'270 -
2-Year Deliverable Interest Rate Swap T1UM3 Jun 2013 100'055 a -0'005 - - 100'055 -
5-Year Deliverable Interest Rate Swap F1UM3 Jun 2013 99'170 b -0'020 99'185 99'195 99'165 195
10-Year Deliverable Interest Rate Swap N1UM3 Jun 2013 98'105 +0'000 98'140 98'145 98'065 462
30-Year Deliverable Interest Rate Swap B1UM3 Jun 2013 92'13 b +0'03 - 92'20 92'06 -
Product Name Code Contract Charts Last Change Open High Low Globex Volume
US-UK 10-Year Sovys Futures SKVM3 Jun 2013 - - - - -
US-Nd 10-Year Sovys Futures SDVM3 Jun 2013 - - - - -
US-IT 10-Year Sovys Futures STVM3 Jun 2013 - - - - -
US-FR 10-Year Sovys Futures SFVM3 Jun 2013 - - - - -
US-DE 10-Year Sovys Futures SEVM3 Jun 2013 - - - - -
UK-ND 10-Year Sovys Futures KDVM3 Jun 2013 - - - - -
UK-IT 10-Year Sovys Futures KTVM3 Jun 2013 - - - - -
UK-FR 10-Year Sovys Futures KFVM3 Jun 2013 - - - - -
UK-DE 10-Year Sovys Futures KEVM3 Jun 2013 - - - - -
DE-ND 10-Year Sovys Futures DNVM3 Jun 2013 - - - - -
DE-IT 10-Year Sovys Futures DTVM3 Jun 2013 - - - - -
DE-FR 10-Year Sovys Futures DFVM3 Jun 2013 - - - - -
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Eurodollar GEM3 Jun 2013 99.7300 +0.0025 99.7275 99.7300 99.7275 14281
Eurodollar GEU3 Sep 2013 99.700 0 99.700 99.705 99.695 23621
Eurodollar GEZ3 Dec 2013 99.665 0 99.665 99.670 99.660 30219
Eurodollar GEH4 Mar 2014 99.635 -0.005 99.635 99.640 99.625 44964
Eurodollar GEM4 Jun 2014 99.595 -0.010 99.600 99.605 99.590 54670
Eurodollar GEU4 Sep 2014 99.545 -0.010 99.550 99.555 99.535 46395
Eurodollar GEZ4 Dec 2014 99.480 -0.010 99.485 99.495 99.470 46431
Eurodollar GEH5 Mar 2015 99.395 -0.010 99.400 99.415 99.385 49633
Euribor Futures EBM3 Jun 2013 - - - - -
13-week T-bill GTBM3 Jun 2013 - - - - -
30-Day Federal Funds ZQM3 Jun 2013 99.895 +0.010 99.890 99.895 99.890 574
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Deliverable Swap Futures Update
About Interest Rates
CME Group is the world's leading marketplace for trading short-, medium- and long-term interest rate derivative products. Spanning the entire U.S. dollar-denominated yield curve, our products include futures and options on the most widely followed U.S. interest rate benchmarks: Eurodollars, U.S. Treas- more...
CME Group is the world's leading marketplace for trading short-, medium- and long-term interest rate derivative products. Spanning the entire U.S. dollar-denominated yield curve, our products include futures and options on the most widely followed U.S. interest rate benchmarks: Eurodollars, U.S. Treasury securities, 30-Day Fed Funds, and Interest Rate Swaps. The liquidity, transparency and security of CME Group interest rate markets provide customers around the world with safe, efficient means for managing interest rate risk. Backed by our central counterparty clearing model, we offer powerful solutions to address a wide range of risk management needs.
Interest Rate Contacts
Customer Service
interestrates@cmegroup.com
+1 866 501 3646
 
 
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